-24.0%
NKE vs CMS
+118.9%
-142.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -4.2% | -1.9% | -2.3% | -3.5% |
| 30D | -8.2% | -4.1% | -4.1% | -6.9% |
| 3M | -19.1% | -7.1% | -12.0% | -17.1% |
| 6M | -32.6% | -10.1% | -22.6% | -30.4% |
| YTD | -40.7% | -1.7% | -39.0% | -40.8% |
| 1Y | -48.9% | -3.4% | -45.5% | -48.7% |
| 3Y | -59.2% | +31.6% | -90.8% | -64.4% |
| 5Y | -75.3% | +23.3% | -98.6% | -78.1% |
| All | -24.0% | +118.9% | -142.9% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling